-41.6%
CHWY vs RL
+243.9%
-285.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.2% |
| 7D | -13.6% | -3.4% | -10.2% | -12.7% |
| 30D | -8.5% | -14.4% | +5.9% | -4.6% |
| 3M | +8.9% | -13.6% | +22.5% | +13.1% |
| 6M | -20.5% | +0.6% | -21.0% | -21.3% |
| YTD | -38.2% | -3.6% | -34.5% | -38.2% |
| 1Y | -43.3% | +8.3% | -51.6% | -45.3% |
| 3Y | -8.5% | +204.8% | -213.3% | -35.9% |
| 5Y | -72.7% | +232.9% | -305.7% | -81.5% |
| All | -41.6% | +243.9% | -285.5% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling